[R] Determination lag order - problem with daily data and AR / ARIMA

Hello, I am trying to determine a lag order for my data with the help of AIC and/ or BIC in order to conduct further tests. It is about prices measured at a daily frequency (weekends and holidays excluded). 1) My first approach was to approximate the process with an AR model using the function a

[R] Determination lag order - problem with daily data and AR / ARIMA

Hello, I am trying to determine a lag order for my data with the help of AIC and/ or BIC in order to conduct further tests. It is about prices measured at a daily frequency (weekends and holidays excluded). My first approach was to approximate the process with an AR model using the function ar(x,